V-Lab
CBOE EFA ETF Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:98.88% (+1.15%)
Analysis last updated: Friday, April 26, 2024 at 11:30 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 18.98 | |
| 0.2143 | 16.26 | |
| 0.8099 | 125.41 | |
| -0.1559 | -8.63 |
Estimation Period:
Jan 2, 2008 to Apr 19, 2024
Jan 2, 2008 to Apr 19, 2024
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